createEventStudyPlot: Constructs event study plot

In asheshrambachan/HonestDiD: Robust Inference in Difference-in-Differences and Event Study Designs

Constructs event study plot

Description

Constructs event study plot using the estimated event study coefficients and standard errors.

Usage

createEventStudyPlot(betahat, stdErrors = NULL, sigma = NULL,
                     numPrePeriods, numPostPeriods, alpha = 0.05, timeVec,
                     referencePeriod, useRelativeEventTime = FALSE)

Arguments

betahat	Vector of estimated event study coefficients.
stdErrors	Vector of standard errors associated with the estimated event study coefficients. Default equals NULL. Either stdErrors or sigma must be specified by the user. If stdErrors is not specified but sigma is, the stdErrors are set to equal the square root of the diagonal elements of sigma.
sigma	Covariance matrix of event study coefficients. Default equals NULL. Either stdErrors or sigma must be specified by the user.
numPrePeriods	Number of pre-periods.
numPostPeriods	Number of post-periods.
alpha	Desired size of confidence intervals. Default = 0.05.
timeVec	Vector that contains the time periods associated with the event study coefficients. This vector should not include the reference period that is normalized to zero.
referencePeriod	Scalar that contains the time period associated with the reference period.
useRelativeEventTime	Logical that specifies whether user would like the plot to be in relative event time (normalizes the reference period to be zero). Default equals FALSE.

Value

Returns ggplot object of the event study plot.

Author(s)

Ashesh Rambachan

References

Rambachan, Ashesh and Jonathan Roth. "An Honest Approach to Parallel Trends." 2021.

Examples

  # Simple use case; for more detailed examples,
  # see <https://github.com/asheshrambachan/HonestDiD#honestdid>
  createEventStudyPlot(betahat         = BCdata_EventStudy$betahat,
                       sigma           = BCdata_EventStudy$sigma,
                       numPrePeriods   = length(BCdata_EventStudy$prePeriodIndices),
                       numPostPeriods  = length(BCdata_EventStudy$postPeriodIndices),
                       alpha           = 0.05,
                       timeVec         = BCdata_EventStudy$timeVec,
                       referencePeriod = BCdata_EventStudy$referencePeriod)

asheshrambachan/HonestDiD documentation built on July 15, 2024, 12:56 p.m.